Actuarial Science and Financial Mathematics seminar series

Seminars listed as To Be Announced (TBA) will be updated as their title and abstracts become available.  

Date Speaker Title

Friday, February 22, 2019

Start: 10:30 a.m.

Location: M3 3127

Tim Boonen

University of Amsterdam

Equilibrium recoveries in insurance markets with limited liability

Friday, March 8, 2019

Start: 10:30 a.m.

Location: M3 3127

Ed Furman

York University

Risk Aggregation: A General Approach via the Class of Generalized Gamma Convolutions

Friday, March 15, 2019

Start: 10:30 a.m.

Location: M3 3127

Runhuan Feng

University of Illinois at Urbana-Champaign

Modeling Winning Streaks in Financial Markets & Sample Recycling Method for Nested Stochastics

Friday, March 29, 2019

Start: 10:30 a.m.

Location: M3 3127

Marie-Pier Cote

Laval University

Background risk model and inference based on ranks of residuals

Friday, April 5, 2019

Start: 10:30 a.m.

Location: M3 3127

Yuchong Zhang 

University of Toronto

Conditional Optimal Stopping: A Time-Inconsistent Optimization

Tuesday, April 9, 2019

Start: 4:00 p.m.

Location: M3 3127

Marcel Nutz

Columbia University

Convergence to the Mean Field Game Limit: A Case Study

Friday, May 3, 2019

Start: 10:30 a.m.

Location: M3 3127

Vali Asimit

Cass Business School

Optimisation under Uncertainty

Friday, May 10, 2019

Start: 10:30 a.m.

Location: M3 3127

Niushan Gao

Ryerson University

SURPLUS-INVARIANT RISK MEASURES ON ROBUST MODEL SPACES

Friday, June 14, 2019

Start: 10:30 a.m.

Location: M3 3127

Ajay Subramanian

J. Mack Robinson College of Business at Georgia State University

Aggregate Risk and Bank Regulation in General Equilibrium

Monday, July 22, 2019

Start: 4:00 p.m.

Location: M3 3127

Daniel Bauer

University of Wisconsin-Madison, School of Business

Negative Marginal Option Values: The Interaction of Frictions and Option Exercise in Variable Annuities

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